I've never had to shoot one twice. Granted, I haven't killed all that many deer, so it's more than likely I will have to at some point if I ever get back into a state where deer hunting isn't a lottery draw.
I have taken 2 that required me cutting their throat after the fact. One was because the deer just didn't want to die. It turned out to be a perfect shot (both lungs and heart), but the doe just didn't want to give up. The other was a piss poor shot on my part that severed her spine. The goat spooking the deer didn't help matters just as I shot, but I flat out jerked the trigger. Using a knife isn't a big deal, so long as you use a little caution and don't act like Rambo.
I see absolutely zero problem with using a 2nd round to finish the job if the 1st round doesn't get it done. No need for the animal to suffer because of your shortcomings, or the shortcomings of the round you used, or any other factor. It doesn't make you a better hunter or more of a man to sit and watch the deer bleed out. It makes you a better hunter to do thing as ethical as you can by your standards.